3EDGE Asset Management, LP Quant / Systematic

Location: Naples, FL

CIK: 0001665605 · Show all filings

Period: Q2 2018 (← Previous) (Next →)

Filing Date: Aug 1, 2018

Total Value: $1.272B (100.0% shares, 0.0% debt)

Holdings (16)

IWM ISHARES TR 41.3%

Value $525M Shares 3,208,400 Share Price $163.77 Est. Cost/Share — Unrealized @ Report Date —

JPST JP MORGAN EXCHANGE TRADED FD 25.6%

Value $325M Shares 6,488,700 Share Price $50.10 Est. Cost/Share $50.12 Unrealized @ Report Date -0.0%

TDTF FLEXSHARES TR 6.1%

Value $77.17M Shares 3,125,500 Share Price $24.69 Est. Cost/Share $24.55 Unrealized @ Report Date +0.6%

QQQ INVESCO QQQ TR 5.2%

Value $66.47M Shares 387,200 Share Price $171.67 Est. Cost/Share $167.67 Unrealized @ Report Date +2.4%

VBR VANGUARD INDEX FDS 5.2%

Value $66.34M Shares 488,500 Share Price $135.80 Est. Cost/Share $123.71 Unrealized @ Report Date +9.8%

GOVT ISHARES TR 3.7%

Value $46.55M Shares 1,890,200 Share Price $24.63 Est. Cost/Share $24.49 Unrealized @ Report Date +0.6%

— ISHARES GOLD TRUST 3.0%

Value $38.07M Shares 3,167,100 Share Price $12.02 Est. Cost/Share $12.07 Unrealized @ Report Date —

FBND FIDELITY 2.0%

Value $24.96M Shares 510,700 Share Price $48.87 Est. Cost/Share $50.18 Unrealized @ Report Date -2.6%

IEMG ISHARES INC 1.7%

Value $21.79M Shares 415,000 Share Price $52.51 Est. Cost/Share $55.83 Unrealized @ Report Date -5.9%

SHV ISHARES TR 1.6%

Value $20.98M Shares 189,900 Share Price $110.45 Est. Cost/Share $110.30 Unrealized @ Report Date +0.1%

ITOT ISHARES TR 1.6%

Value $20.79M Shares 332,500 Share Price $62.53 Est. Cost/Share $60.18 Unrealized @ Report Date +3.9%

COMT ISHARES US ETF TR 1.2%

Value $15.78M Shares 403,900 Share Price $39.06 Est. Cost/Share $36.95 Unrealized @ Report Date +5.7%

— ISHARES INC 1.2%

Value $14.76M Shares 512,200 Share Price $28.81 Est. Cost/Share $27.47 Unrealized @ Report Date —

— INDEXIQ ETF TR 0.4%

Value $5.425M Shares 196,200 Share Price $27.65 Est. Cost/Share $26.99 Unrealized @ Report Date —

— VANECK VECTORS ETF TR 0.1%

Value $1.543M Shares 66,800 Share Price $23.10 Est. Cost/Share $17.60 Unrealized @ Report Date —

ACWI ISHARES TR 0.0%

Value $386K Shares 5,400 Share Price $71.48 Est. Cost/Share $63.62 Unrealized @ Report Date +11.8%

Ticker	Issuer	Shares	Value	%	Share Price	Est. Cost/Share	Unrealized @ Report Date	Class	CUSIP
IWM	ISHARES TR	3,208,400	$525M	41.3%	$163.77	—	—	Call	464287655
JPST	JP MORGAN EXCHANGE TRADED FD	6,488,700	$325M	25.6%	$50.10	$50.12	-0.0%	ULTRA SHRT INC	46641Q837
TDTF	FLEXSHARES TR	3,125,500	$77.17M	6.1%	$24.69	$24.55	+0.6%	IBOXX 5YR TRGT	33939L605
QQQ	INVESCO QQQ TR	387,200	$66.47M	5.2%	$171.67	$167.67	+2.4%	UNIT SER 1	46090E103
VBR	VANGUARD INDEX FDS	488,500	$66.34M	5.2%	$135.80	$123.71	+9.8%	SM CP VAL ETF	922908611
GOVT	ISHARES TR	1,890,200	$46.55M	3.7%	$24.63	$24.49	+0.6%	US TREAS BD ETF	46429B267
—	ISHARES GOLD TRUST	3,167,100	$38.07M	3.0%	$12.02	$12.07	—	ISHARES	464285105
FBND	FIDELITY	510,700	$24.96M	2.0%	$48.87	$50.18	-2.6%	TOTAL BD ETF	316188309
IEMG	ISHARES INC	415,000	$21.79M	1.7%	$52.51	$55.83	-5.9%	CORE MSCI EMKT	46434G103
SHV	ISHARES TR	189,900	$20.98M	1.6%	$110.45	$110.30	+0.1%	SHORT TREAS BD	464288679
ITOT	ISHARES TR	332,500	$20.79M	1.6%	$62.53	$60.18	+3.9%	CORE S&P TTL STK	464287150
COMT	ISHARES US ETF TR	403,900	$15.78M	1.2%	$39.06	$36.95	+5.7%	COMMOD SEL STG	46431W853
—	ISHARES INC	512,200	$14.76M	1.2%	$28.81	$27.47	—	MSCI FRNTR100ETF	464286145
—	INDEXIQ ETF TR	196,200	$5.425M	0.4%	$27.65	$26.99	—	IQ GLB RES ETF	45409B883
—	VANECK VECTORS ETF TR	66,800	$1.543M	0.1%	$23.10	$17.60	—	RARE EARTH STRAT	92189F742
ACWI	ISHARES TR	5,400	$386K	0.0%	$71.48	$63.62	+11.8%	MSCI ACWI ETF	464288257